Security | Principal Amount (000's omitted)* | Value |
AASET US, Ltd., Series 2018-1A, Class C, 6.413%, 1/16/38(1)(2) | | 495 | $ 54,872 |
Business Jet Securities, LLC, Series 2020-1A, Class A, 2.981%, 11/15/35(1) | | 571 | 539,518 |
Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47(1) | | 2,501 | 2,136,688 |
Cologix Canadian Issuer, L.P., Series 2022-1CAN, Class C, 7.74%, 1/25/52(1) | CAD | 2,700 | 1,832,943 |
Cologix Data Centers US Issuer, LLC: | | | |
Series 2021-1A, Class B, 3.79%, 12/26/51(1) | | 4,000 | 3,491,778 |
Series 2021-1A, Class C, 5.99%, 12/26/51(1) | | 2,900 | 2,365,366 |
Conn's Receivables Funding, LLC: | | | |
Series 2021-A, Class C, 4.59%, 5/15/26(1) | | 6,431 | 6,327,493 |
Series 2022-A, Class B, 9.52%, 12/15/26(1) | | 3,432 | 3,439,742 |
Series 2022-A, Class C, 0.00%, 12/15/26(1) | | 2,600 | 2,166,208 |
DataBank Issuer, Series 2021-2A, Class A2, 2.40%, 10/25/51(1) | | 1,050 | 908,012 |
Diamond Infrastructure Funding, LLC, Series 2021-1A, Class C, 3.475%, 4/15/49(1) | | 757 | 660,071 |
Driven Brands Funding, LLC: | | | |
Series 2018-1A, Class A2, 4.739%, 4/20/48(1) | | 1,187 | 1,139,356 |
Series 2019-1A, Class A2, 4.641%, 4/20/49 | | 1,404 | 1,323,558 |
ExteNet, LLC: | | | |
Series 2019-1A, Class B, 4.14%, 7/26/49(1) | | 1,913 | 1,825,670 |
Series 2019-1A, Class C, 5.219%, 7/26/49(1) | | 3,110 | 2,941,429 |
FMC GMSR Issuer Trust: | | | |
Series 2021-GT2, Class A, 3.85%, 10/25/26(1)(3) | | 3,360 | 2,748,274 |
Series 2022-GT2, Class B, 10.07%, 7/25/27(1) | | 2,000 | 1,896,439 |
FOCUS Brands Funding, LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47(1) | | 1,349 | 1,243,874 |
Hardee's Funding, LLC, Series 2020-1A, Class A2, 3.981%, 12/20/50(1) | | 1,765 | 1,507,138 |
Jersey Mike's Funding, Series 2019-1A, Class A2, 4.433%, 2/15/50(1) | | 1,135 | 1,044,724 |
Lunar Aircraft, Ltd.: | | | |
Series 2020-1A, Class B, 4.335%, 2/15/45(1) | | 345 | 221,507 |
Series 2020-1A, Class C, 6.413%, 2/15/45(1) | | 237 | 53,932 |
Mosaic Solar Loan Trust: | | | |
Series 2020-1A, Class B, 3.10%, 4/20/46(1) | | 100 | 83,117 |
Series 2022-2A, Class D, 8.29%, 1/21/53(1) | | 3,583 | 3,040,924 |
Neighborly Issuer, LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51(1) | | 2,592 | 2,172,984 |
NRZ Excess Spread-Collateralized Notes: | | | |
Series 2021-FHT1, Class A, 3.104%, 7/25/26(1) | | 392 | 349,808 |
Series 2021-GNT1, Class A, 3.474%, 11/25/26(1) | | 3,431 | 3,092,283 |
Oportun Issuance Trust, Series 2021-C, Class C, 3.61%, 10/8/31(1) | | 1,175 | 1,031,272 |